+46.6%
EEM vs IOVA
-64.1%
+110.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | +2.0% | -2.2% | +4.2% | +2.1% |
| 30D | +5.1% | +31.7% | -26.6% | +3.3% |
| 3M | +4.6% | +117.3% | -112.7% | -0.8% |
| 6M | +17.8% | +55.8% | -38.1% | +13.3% |
| YTD | +25.8% | +208.8% | -183.0% | +15.7% |
| 1Y | +36.4% | +255.7% | -219.3% | +23.6% |
| 3Y | +90.0% | +41.7% | +48.3% | +71.5% |
| 5Y | +46.6% | -64.9% | +111.5% | +38.0% |
| All | +46.6% | -64.1% | +110.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling